On solving stochastic collocation systems with algebraic multigrid

DOI10.1093/IMANUM/DRR034MaRDI QIDQ2902202zbMATH OpenOpenAlexFDO

Authors Andrew D. Gordon, Catherine E. Powell

Publication date 17 August 2012

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2cb5092318dfb48413315a3a1d7e097b1579031e

zbMATH Keywords

algebraic multigridmixed finite elementsnumerical examplespreconditioningRaviart-Thomas elementssparse gridsstochastic collocation

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Preconditioners for iterative methods (65F08) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Recommendations

• Solving stochastic collocation systems with algebraic multigrid
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Stochastic collocation for elliptic PDEs with random data: the lognormal case
• A multilevel stochastic collocation method for partial differential equations with random input data

Cited in

(15)

• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Solving stochastic collocation systems with algebraic multigrid
• Accelerating stochastic collocation methods for partial differential equations with random input data
• Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
• Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
• Efficient reduced basis methods for saddle point problems with applications in groundwater flow
• Stochastic finite element methods for partial differential equations with random input data
• Preconditioning parametrized linear systems
• A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems
• Stochastic collocation for elliptic PDEs with random data: the lognormal case
• A preconditioned recycling GMRES solver for stochastic Helmholtz problems
• Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials.
• Parallel preconditioners and multigrid solvers for stochastic polynomial chaos discretizations of the diffusion equation at the large scale.
• An optimal solver for linear systems arising from stochastic FEM approximation of diffusion equations with random coefficients
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

Describes a project that uses

Uses Software

• HSL_MI20

This page was built for publication: On solving stochastic collocation systems with algebraic multigrid

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2902202)